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WFO and WFM question

1 replies

7 years ago #116107

Hi guys,

I recently tested some strategies on WFO and WFM, when i ran WFM i found the recommended combination is : 10 runs / 20% OOS. So i continue to the WFO by using 10/20%, but the result curve is not better than what i found by WFM. Can someone help me for an explanation, why the optimized result is not as good as WFM recommended?

Thx

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7 years ago #140745

Hello,

have you checked our tutorials about WFO and WFM? Follow these links https://strategyquant.com/articles/walk%20forward%20optimization and https://strategyquant.com/articles/walk%20forward%20matrix

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